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Stochastic symmetries and related invariance properties of finite dimensional SDEs driven by general c\`adl\`ag semimartingales taking values in Lie groups are defined and investigated. In order to enlarge the class of possible symmetries…
Analogous to the characterisation of Brownian motion on a Riemannian manifold as the development of Brownian motion on a Euclidean space, we construct sub-Riemannian diffusions on equinilpotentisable sub-Riemannian manifolds by developing a…
We prove that the mild solution to a semilinear stochastic evolution equation on a Hilbert space, driven by either a square integrable martingale or a Poisson random measure, is (jointly) continuous, in a suitable topology, with respect to…
The comparison theory for the Riccati equation satisfied by the shape operator of parallel hypersurfaces is generalized to semi-Riemannian manifolds of arbitrary index, using one-sided bounds on the Riemann tensor which in the Riemannian…
In this paper, we, for the first time, establish two comparison theorems for multi-dimensional backward stochastic differential equations with jumps. Our approach is novel and completely different from the existing results for…
We develop a lifting theory for the exponential map of semi-Riemannian manifolds that overcomes the classical obstruction caused by its singularities. We show that every smooth path in the manifold admits, up to a nondecreasing…
Stochastic symmetries and related invariance properties of finite dimensional SDEs driven by general cadlag semimartingales taking values in Lie groups are defined and investigated. The considered set of SDEs, first introduced by S. Cohen,…
We show Riemannian geometry could be studied by identifying the tangent bundle of a Riemannian manifold $\mathcal{M}$ with a subbundle of the trivial bundle $\mathcal{M} \times \mathcal{E}$, obtained by embedding $\mathcal{M}$…
In the spirit of Marcus canonical stochastic differential equations, we study a similar notion of rough differential equations (RDEs), notably dropping the assumption of continuity prevalent in the rough path literature. A new metric is…
We investigate the geometry of the Kodaira moduli space $M$ of sections of $\pi:Z\to {\mathbb P}^1$, the normal bundle of which is allowed to jump from ${\mathcal O}(1)^{n}$ to ${\mathcal O}(1)^{n-2m}\oplus {\mathcal O}(2)^{m}\oplus…
A geometry with parallel skew-symmetric torsion is a Riemannian manifold carrying a metric connection with parallel skew-symmetric torsion. Besides the trivial case of the Levi-Civita connection, geometries with non-vanishing parallel…
This is a survey of recent results related to cohomology jump loci. It emphasizes connections with deformations with cohomology constraints, global structural results for rank one local systems and line bundles, some connections with…
We study random walks on sub-Riemannian manifolds using the framework of retractions, i.e., approximations of normal geodesics. We show that such walks converge to the correct horizontal Brownian motion if normal geodesics are approximated…
Noting that the complete lift of a Rimannian metric defined on a differentiable manifold is not 0-homogeneous on the fibers of the tangent bundle . In this paper we introduce a new lift which is 0-homogeneous. It determines on slit tangent…
Optimization on Hadamard manifolds -- the natural Riemannian setting for globally geodesically convex problems -- relies on exponential maps to retract tangent vectors and parallel transport to connect tangent spaces across the manifold.…
In the present work we construct a lift of a metric $g$ on a 2-dimensional oriented Riemannian manifold $M$ to a metric $\hat{g}$ on the total space $P$ of the orthonormal frame bundle of $M$. We call this lift the \textit {Wagner lift}.…
These notes on Riemannian geometry use the bases bundle and frame bundle, as in Geometry of Manifolds, to express the geometric structures. It has more problems and omits the background material. It starts with the definition of Riemannian…
We construct a tangent bundle exponential map and locally autoparallel coordinates for geometries based on a general connection on the tangent bundle of a manifold. As concrete application we use these new coordinates for Finslerian…
Solving the so-called geodesic endpoint problem, i.e., finding a geodesic that connects two given points on a manifold, is at the basis of virtually all data processing operations, including averaging, clustering, interpolation and…
This article concerns cotangent-lifted Lie group actions; our goal is to find local and ``semi-global'' normal forms for these and associated structures. Our main result is a constructive cotangent bundle slice theorem that extends the…